Réveillac, Anthony - In: Stochastic Processes and their Applications 119 (2009) 5, pp. 1652-1672
In this paper we give a central limit theorem for the weighted quadratic variation process of a two-parameter Brownian motion. As an application, we show that the discretized quadratic variations of a two-parameter diffusion Y=(Y(s,t))(s,t)[set membership, variant][0,1]2 observed on a regular...